-25.3%
ACN vs ZCMD
-99.9%
+74.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.2% |
| 7D | -7.9% | -2.0% | -5.8% | -7.9% |
| 30D | -1.1% | -19.8% | +18.8% | -1.3% |
| 3M | +5.6% | -62.1% | +67.7% | +6.3% |
| 6M | -9.9% | -99.5% | +89.5% | -11.8% |
| YTD | -32.3% | -99.7% | +67.4% | -31.9% |
| 1Y | -25.3% | -99.9% | +74.6% | -22.4% |
| All | -25.3% | -99.9% | +74.6% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling